Male and female veterans with both PTSD and depressive diagnoses will be recruited for the study. Male veterans must have combat-related PTSD, and female veterans will have trauma related to sexual assault. Veterans will be randomly assigned to either Self-Management Therapy (Rehm, 1984), a cognitive-behavioral treatment program for depression, or to a Psychoeducational Group Therapy (Dunn, et al., 1998). Both programs involve short-term group therapies that teach veterans about their disorders, and provide them with new strategies and skills for overcoming them. These therapy groups will be in addition to other standard care that veterans receive within the Trauma Recovery Program at the Houston VA Medical Center. Approximately 120 male veterans and 60 female veterans will be enrolled in the program. Participants will be assessed at pretest, posttest, and at 3-, 6-, and 12-month follow-up periods, utilizing various clinician-administered and self-report instruments of psychiatric symptomatology, psychosocial functioning, constructs targeted by the therapy groups, treatment compliances, and satisfaction.